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Showing 1 - 10 of 118 entries

  1. BLOG

    How ‘Greenflation’ Could Impact Bond Returns 

    Jan 14, 2022

    Fixed Income

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    Investors and policymakers are increasingly focused on the fact that a transition to a low-carbon economy could result in “greenflation,” which could put upward pressure on long-term interest rates and in turn lead to downward repricing of bond portfolios.

  2. BLOG

    Higher Agency Loan-Size Limit: A Booster Shot in ARMs? 

    Jan 10, 2022

    Fixed Income

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    Securitizations for U.S. agency adjustable-rate mortgages have declined since the 2008 global financial crisis. But could a loan-limit increase by the government-sponsored enterprises, boost issuance of agency-ARM mortgage-backed securities?

  3. BLOG

    After Evergrande: Bond Liquidity of Chinese Property Developers 

    Nov 17, 2021

    Fixed Income , Risk Management , Global Investing

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    Evergrande, one of China’s largest and most indebted property developers, had a recent close brush with bankruptcy that generated considerable concern among global bond investors. In this time of distress, how has market liquidity responded?

  4. BLOG

    Can Green Spreads Uncover ESG's Influence on Bond Prices? 

    Nov 11, 2021

    ESG Research , Fixed Income

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    Investors increasingly seek to build portfolios that have reduced exposure to climate-transition risk. How might these changes in investor behavior have affected prices in the corporate-bond market?

  5. BLOG

    How Climate Change Could Impact Credit Risk 

    Oct 20, 2021

    ESG Research , Fixed Income , Risk Management

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    Investors are increasingly focused on gauging the risks related to climate change. We investigated how various climate scenarios could impact the credit risk of portfolios. In one scenario, 16% of investment-grade issuers could migrate to high yield.

  6. BLOG

    Managing Against MBS Indexes: A Duration Perspective 

    Jul 30, 2021

    Fixed Income , Risk Management

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    Mortgage-backed securities constitute a significant portion of fixed-income indexes. Managing MBS portfolios against these indexes depends heavily on an understanding of the dynamics of MBS duration, especially in volatile markets.

  7. BLOG

    Credit Strategies During the COVID-19 Crisis 

    Jul 27, 2021

    Fixed Income , Risk Management

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    Short-term credit spreads widened to a greater extent than long-term spreads during the March 2020 COVID-19 crisis. As a result, many U.S. corporate-issuer spread curves flattened or even inverted. What were the implications for corporate-bond investors?

  8. BLOG

    What Could a Rate Hike Mean for Portfolios? 

    Jul 22, 2021

    Fixed Income , Risk Management

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    Although the Federal Reserve may not begin raising rates anytime soon, U.S. and global markets are scrutinizing the Fed’s communications about the likely course of policy actions. We consider three scenarios for the timing of policy responses.

  9. BLOG

    Chinese RMBS: A Way to Diversify Fixed-Income Portfolios? 

    Jul 7, 2021

    Fixed Income

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    The market in Chinese residential mortgage-backed securities is growing, as global investors are eying the segment’s relatively high yield and potential for diversification, but seeking improved credit ratings and transparency in data and pricing.

  10. BLOG

    Securitized Products’ LIBOR Transition Picking Up Pace 

    Jun 22, 2021

    Fixed Income

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    In 2021, there has been significant progress in the transition from the LIBOR reference rate to its replacement, SOFR. But investors in securitized products are grappling with the challenge of the LIBOR-SOFR transition and its impact on their analytics.

Showing 1 - 10 of 118 entries